Thursday, August 14, 2008

I've been taking some time to rest and recharge my own batteries, although even when resting, my mind's usually far too active for my own good. One of the drawbacks in this state is that although the ideas keep flowing, they are more transient -- if I don't jot them down, they're there one minute and gone the next.

As a distraction, I've been working on an autonomous agent that will "play the stock market" and manage its own virtual portfolio. Initial runs against historical data have met with decent success. I'm now taking it from a "parse historical data" state to a "pull in 'live' (delayed) data from a website" state, making buy/sell decisions, and posting its actions and progress.

Although there have been some delays in doing so, mainly due to suddenly deciding that the agent should be written using code and design that's all prim and proper, it's coming along well enough. Hopefully, I'll be able to have the agent 'go live' by the end of August. This has mainly been an effort to provide a distraction that's enjoyable, allowing me to recharge, and to keep my mind from gathering too much dust in the interim. That being said, it would be pretty nifty if it managed to beat some of the managed funds (along with tried and true method of throwing darts at a stock listing ;).

So far, the live version will pull in data in a multi-threaded fashion, buy and sell stock according to whatever rules are specified, and can post to its own blog. Once I've finished off its ability to save its state, so that it can be stopped and started without losing track of what it's doing, I'll set it loose and will pass on the URL, in case you want to follow its progress.

If I find the time for an updated version of the agent beyond that 'go live', I'd like to adjust it so that it can manage portfolios of commodity futures and options...two things favour venturing into this area:
- commodity markets can be nice and volatile, but with more predictable minimum/maximum values
- although commodities values fluctuate, they're always worth something, whereas a stock can become worthless

I hope that once this little side project is complete my batteries will have recharged enough for me to pursue my environmental efforts with renewed vigor.